+21.2%
OUST vs WOLF
+37.9%
-16.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -6.3% | -2.2% | -5.9% |
| 7D | -3.8% | +4.4% | -8.2% | -5.2% |
| 30D | +5.1% | +1.0% | +4.0% | +4.9% |
| 3M | -25.8% | -21.2% | -4.6% | -19.3% |
| 6M | -2.0% | -60.3% | +58.3% | +28.6% |
| YTD | +54.7% | +42.6% | +12.1% | +42.6% |
| 1Y | +48.8% | +36.5% | +12.3% | +38.3% |
| All | +21.2% | +37.9% | -16.7% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling